Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49082.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43172.11 Kr¶

PnL: ---------------------------------------> -1703.47 Kr¶

DD now: ---------------------------------> -7.602 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 12:54:46.557172'

Anic Portfolio¶

Today¶

Return: -0.278 %¶

This Week¶

Return: -3.289 %¶

Total portfolio value¶

Return including deposits: 60.683 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.390000 1510.740000 87.740000 6.170000 1423.000014
Hennes & Mauritz B 6 0.310000 919.800000 7.800000 0.860000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.330000 952.700000 2.700000 0.280000 950.000002
Atrium Ljungberg B 5 0.170000 905.000000 1.000000 0.110000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -1.170000 977.200000 -15.800000 -1.590000 993.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
Biotage 1 -0.830000 131.900000 -17.100000 -11.480000 149.000000
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
AcadeMedia 20 -1.490000 951.600000 -26.400000 -2.700000 978.000000
Creaspac SPAC 40 -0.310000 3804.000000 -30.000000 -0.780000 3834.000000
Investor B 3 -0.410000 626.250000 -31.750000 -4.830000 657.999999
Bufab 3 -1.360000 1044.000000 -32.000000 -2.970000 1076.000001
Platzer Fastigheter Holding B 12 0.790000 916.800000 -34.200000 -3.600000 951.000000
Byggmax Group 33 -0.490000 929.940000 -37.060000 -3.830000 966.999990
Hoist Finance 36 -0.730000 973.800000 -37.200000 -3.680000 1010.999988
Latour B 4 -1.350000 818.400000 -37.600000 -4.390000 856.000000
Vitrolife 3 -2.920000 639.000000 -38.000000 -5.610000 677.000001
Sandvik 4 -1.560000 809.200000 -38.800000 -4.580000 848.000000
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Alimak Group 12 -1.830000 964.800000 -42.200000 -4.190000 1007.000004
Hexatronic Group 15 -1.330000 1027.500000 -43.500000 -4.060000 1071.000000
Addnode Group B 7 -1.360000 861.000000 -44.000000 -4.860000 904.999998
Gränges 10 -2.360000 995.000000 -44.000000 -4.230000 1039.000000
Sagax B 4 -1.780000 840.400000 -44.600000 -5.040000 885.000000
Catena 2 -0.370000 760.000000 -46.000000 -5.710000 806.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
SKF B 5 -1.190000 933.250000 -46.750000 -4.770000 980.000000
EQT 4 -0.430000 824.000000 -49.000000 -5.610000 873.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.540000 882.400000 -74.600000 -7.800000 957.000000
Orrön Energy 170 -1.550000 1944.800000 -101.200000 -4.950000 2045.999980
Hexagon B 26 -1.520000 3287.700000 -132.300000 -3.870000 3420.000012
VEF 788 -0.360000 1761.970000 -141.030000 -7.410000 1903.000300
Sedana Medical 93 -0.870000 2538.900000 -444.680000 -14.900000 2983.577733
TOTAL 43153.750000 -1721.830000 -7.63626% 44875.578016

Updated:¶

'2023-06-22 12:52:35.246399'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶